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Jobs Report Hedging Could Send Implied Volatility Soaring Today
06 Feb 2025 07:52 GMT
… /JPY cross-currency basis swap spread has narrowed significantly over the …
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US swap spreads tighten in sign of stress
05 Aug 2024 20:28 GMT
… specific time frame.
A swap spread is expressed as the basis … S. Treasury yields dropped, swap spreads were tighter across the curve … in swaps, which ... move swap spreads as well," said … which tends to tighten swap spreads during periods like this.…
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Orchid Island Capital, Inc. (NYSE:ORC) Q4 2024 Earnings Call Transcript
01 Feb 2025 13:14 GMT
… and that’s just because swap spreads have been trending negative in … , just so we’re clear, swap spreads are all right in the …
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ICE Benchmark Administration to Launch USD SOFR ICE Swap Rate® Swap Spreads and EUR €STR ICE Swap Rates® as Benchmarks
21 Jun 2024 12:18 GMT
… USD SOFR ICE Swap Rate® Swap Spreads and EUR €STR ICE Swap … USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap … Rate benchmarks to include SOFR swap spreads and €STR swap rates,” said … USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap …
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Higher yields drive record demand for euro zone government debt sales
31 Jan 2025 07:28 GMT
… in bond yields, combined with swap spreads collapsing, had made the bond … surged 100 bps last year.
Swap spreads measure the difference between the … late last year and the swap spread remains negative.
Investors such as …
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Tradeweb’s TW SEF Receives SEC Approval
31 Jan 2025 10:20 GMT
… and first fully electronic SOFR swap spread trade. In 2007, Tradeweb launched …
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ICE Launches ‘Beta’ SOFR Swap Spreads, €STR Swap Rates
07 May 2024 09:52 GMT
… USD SOFR ICE Swap Rate® Swap Spreads and EUR €STR ICE Swap … ’ USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap … Rate® benchmark to include SOFR swap spreads and €STR swap rates,” said … USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap …
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ICE Benchmark Administration Launches ‘Beta’ USD SOFR ICE Swap Rate® Swap Spreads and EUR €STR ICE Swap Rates®
03 May 2024 12:10 GMT
… USD SOFR ICE Swap Rate® Swap Spreads and EUR €STR ICE Swap … ’ USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap … Rate® benchmark to include SOFR swap spreads and €STR swap rates,” said … ’ USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap …
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Tradeweb’s TW SEF Receives SEC Approval for SBSEF Registration
30 Jan 2025 14:27 GMT
… and first fully electronic SOFR swap spread trade. In 2007, Tradeweb launched …
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ECB's new rate system to narrow German swap spread
16 Mar 2024 09:44 GMT
… the two, known as the swap spread, has shrunk since mid-2022 … ;Current levels on Schatz, Bund swap spreads could now act as a … positive for risk."
German swap spreads in the 10-year tenor …